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On the coupling property and the Liouville theorem for Ornstein–Uhlenbeck processes

✍ Scribed by René L. Schilling; Jian Wang

Publisher
Springer
Year
2011
Tongue
English
Weight
293 KB
Volume
12
Category
Article
ISSN
1424-3199

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On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes
✍ H. Wang; X. Chen 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 274 KB

Let X (N'd) be a N-parameter Omstein-Uhlenbeck process taking values in ~a. In this paper, we prove that, for an arbitrary pair of positive integers (N, d) and any open set S in R d, X (u'd) is recurrent to S. This is surprisingly different from the recurrence properties of the N-parameter Wiener pr